Information about the lecture

Official course description

Lecturer

The lecture is held by Markus Grasmair, room 1052 SB2; markus.grasmair@ntnu.no.

Time and place

  • Monday 15:15-17:00, lecture hall F6 (Gamle fysikk).
  • Friday 14:15-16:00, lecture hall EL1 (Gamle elektro).
  • Office hours: Tuesday, 10:00-11:00, room 1052, 10th floor, SB2.

The first lecture will be held on Monday, 9th of January.

Exercise sessions

Teaching Assistant: Shipra Singh.

Office hours:

  • Wednesday, 10:00-12:00, room 821, 8th floor, Sentralbygget 2. If you cannot manage to come at this time, you can come another time, just inform me a bit before, so that I will be available.

Email:

  • shipra.singh@ntnu.no

The exercises will be published here.

When and where:

  • Tuesday, 16:15-17:00, lecture hall F6 (Gamle fysikk).

The first exercise session will be held on Tuesday, 17th of January.

Textbook

The textbook used in the course is J. Nocedal and S. Wright: Numerical Optimization, 2nd Edition. Springer, 2006, (Errata).
This book is available in electronic form at Springerlink.

Lecture notes

I will publish lecture notes during the term. Here are some preliminary versions of some of these notes:

  • Note on unconstrained optimisation, last updated 22.02.
  • Note on optimisation with convex constraints, last updated 31.01.
  • Note on multicriteria optimisation, last updated on 04.04.
  • Note on Lagrangian duality, last updated on 13.04.

Exam

  • 09th of May 2023, 15:00-19:00.
  • Permitted aids are given by code C:
    • Approved calculator.
    • In addition, the following formula sheet will be attached to the exam: Formula sheet
      Please let me know if there are errors in this formula sheet.
2023-04-19, Markus Grasmair